Keywords
How to Cite
Abstract
This thesis explores ways to improve scenario-based stress testing practices for credit and liquidity risks in commercial banks of Uzbekistan. Based on an analysis of regulatory documents, the Central Bank’s 2025 Financial Stability Review, and scholarly sources, it is shown that conducting credit and liquidity stress tests in isolation fails to fully capture the second-round impact of rising non-performing loans on cash inflows. A conditional sequence for joint stress testing, the integrated "macroeconomic scenario – credit default – liquidity shortfall" principle, and five effectiveness assessment indicators are substantiated.
References
1. Fozilchayev Sh.Q., Xidirov N.G‘. Moliyaviy risklar nazariyasi. Toshkent: Iqtisod-Moliya, 2019. 240 b.
2. Moliya bozori va moliyaviy texnologiyalar: darslik / S. Elmirzayev, N. Shavkatov, N. Sherkuziyeva, A. Karimov. Toshkent: Diadema Nur Servis, 2023. 412 b.
3. Xamdamov O.N. Moliyaviy risklarni boshqarish uslubiyotini takomillashtirish // Xalqaro moliya va hisob. 2020. №6. B. 1–9.
4. 2020–2025-yillarga mo‘ljallangan O‘zbekiston Respublikasining bank tizimini isloh qilish strategiyasi to‘g‘risida: O‘zbekiston Respublikasi Prezidentining 2020-yil 12-maydagi PF-5992-son Farmoni. Toshkent: Adolat, 2020. 38 b.
5. O‘zbekiston Respublikasi Markaziy banki. 2025-yil uchun moliyaviy barqarorlik sharhi. URL: https://cbu.uz/uz/press_center/releases/4124363/